Table of Contents

Spring 2001; Volume 10,Issue 4

B

  1. Bali, Turan G.

    1. Estimating the Term Structure of Interest Rate Volatility in Extreme Values
      Turan G. Bali and Salih N. Neftci
      The Journal of Fixed Income Spring 2001, 10 (4) 7-14; DOI: https://doi.org/10.3905/jfi.2001.319279

  2. Boesky, Hayley

    1. Implications of a Disappearing Treasury Debt Market
      John Youngdahl, Brad Stone and Hayley Boesky
      The Journal of Fixed Income Spring 2001, 10 (4) 75-86; DOI: https://doi.org/10.3905/jfi.2001.319286

  3. Brown, David T.

    1. Assessing Fixed-Income Fund Manager Style and Performance from Historical Returns
      David T. Brown and William J. Marchshall
      The Journal of Fixed Income Spring 2001, 10 (4) 15-25; DOI: https://doi.org/10.3905/jfi.2001.319280

F

  1. Fletcher, Donna

    1. Sentiment, Positioning, and Bond Returns
      David P. Simon and Donna Fletcher
      The Journal of Fixed Income Spring 2001, 10 (4) 67-74; DOI: https://doi.org/10.3905/jfi.2001.319285

G

  1. Gauthier, Laurent

    1. Another Look at Home Equity Loan Prepayments
      Laurent Gauthier
      The Journal of Fixed Income Spring 2001, 10 (4) 51-57; DOI: https://doi.org/10.3905/jfi.2001.319283

K

  1. Koutmos, Gregory

    1. Common Volatility in MBS Returns
      Gregory Koutmos
      The Journal of Fixed Income Spring 2001, 10 (4) 59-65; DOI: https://doi.org/10.3905/jfi.2001.319284

L

  1. Levin, Alexander

    1. Active-Passive Decomposition in Burnout Modeling
      Alexander Levin
      The Journal of Fixed Income Spring 2001, 10 (4) 27-40; DOI: https://doi.org/10.3905/jfi.2001.319281

M

  1. Marchshall, William J.

    1. Assessing Fixed-Income Fund Manager Style and Performance from Historical Returns
      David T. Brown and William J. Marchshall
      The Journal of Fixed Income Spring 2001, 10 (4) 15-25; DOI: https://doi.org/10.3905/jfi.2001.319280

  2. Miyazaki, Koichi

    1. Panel Data Analysis of Japanese Government Bond Market
      Koichi Miyazaki and Hiroe Tsubaki
      The Journal of Fixed Income Spring 2001, 10 (4) 41-50; DOI: https://doi.org/10.3905/jfi.2001.319282

N

  1. Neftci, Salih N.

    1. Estimating the Term Structure of Interest Rate Volatility in Extreme Values
      Turan G. Bali and Salih N. Neftci
      The Journal of Fixed Income Spring 2001, 10 (4) 7-14; DOI: https://doi.org/10.3905/jfi.2001.319279

S

  1. Simon, David P.

    1. Sentiment, Positioning, and Bond Returns
      David P. Simon and Donna Fletcher
      The Journal of Fixed Income Spring 2001, 10 (4) 67-74; DOI: https://doi.org/10.3905/jfi.2001.319285

  2. Stone, Brad

    1. Implications of a Disappearing Treasury Debt Market
      John Youngdahl, Brad Stone and Hayley Boesky
      The Journal of Fixed Income Spring 2001, 10 (4) 75-86; DOI: https://doi.org/10.3905/jfi.2001.319286

T

  1. Tsubaki, Hiroe

    1. Panel Data Analysis of Japanese Government Bond Market
      Koichi Miyazaki and Hiroe Tsubaki
      The Journal of Fixed Income Spring 2001, 10 (4) 41-50; DOI: https://doi.org/10.3905/jfi.2001.319282

Y

  1. Youngdahl, John

    1. Implications of a Disappearing Treasury Debt Market
      John Youngdahl, Brad Stone and Hayley Boesky
      The Journal of Fixed Income Spring 2001, 10 (4) 75-86; DOI: https://doi.org/10.3905/jfi.2001.319286
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The Journal of Fixed Income
Vol. 10, Issue 4
Spring 2001
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